Erfaren Riskanalytiker - Kreditriskmodeller och Kapitaltäckning
Tasks
- Analyze credit risk
- Build credit risk sensitivity and stress tests
- Develop ECL models
- Develop PD and LGD models
- Drive model projects from requirements to implementation
- Interpret credit risk regulations
- Prepare regulatory reporting and model documentation
Perks/Benefits
- N/A
Skills/Tech-stack
CRR | Capital adequacy | Credit Risk | Credit risk modeling | ECL modeling | IFRS 9 | Loss Given Default | Model Validation | Probability of Default | Python | Risk Modeling | SQL | Sensitivity Analysis | Statistical modeling | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Credit Risk Modeler | Modeler | Risk Analyst | Risk Modeler
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